+216.7%
TGT vs MLM
+185.4%
+31.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | +2.6% | -4.1% | +6.7% | +3.9% |
| 30D | +5.0% | +8.2% | -3.2% | +2.7% |
| 3M | +8.5% | -3.6% | +12.1% | +9.6% |
| 6M | +23.8% | -15.6% | +39.3% | +29.3% |
| YTD | +66.5% | -16.4% | +82.9% | +73.6% |
| 1Y | +84.9% | -14.3% | +99.2% | +91.3% |
| 3Y | +59.2% | +19.3% | +39.9% | +48.8% |
| 5Y | -27.2% | +29.6% | -56.8% | -34.8% |
| All | +216.7% | +185.4% | +31.3% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling